+1,120.0%
UMC vs DG
+606.1%
+513.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +5.0% | +8.4% | -3.4% | +3.8% |
| 30D | +7.7% | +4.9% | +2.7% | +6.9% |
| 3M | +1.7% | +29.3% | -27.7% | -2.3% |
| 6M | +113.9% | -11.3% | +125.2% | +116.4% |
| YTD | +168.9% | +1.8% | +167.1% | +166.6% |
| 1Y | +207.2% | +25.3% | +181.9% | +194.6% |
| 3Y | +227.7% | +9.1% | +218.6% | +212.4% |
| 5Y | +118.0% | -34.9% | +152.9% | +126.7% |
| 10Y | +1,682.1% | +108.2% | +1,574.0% | +1,410.8% |
| All | +1,120.0% | +606.1% | +513.9% | +625.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling